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strips) 1 1/8 NOTE AF 26 2026-10-31 1.125000 15751800.00 14245111.82 U.S. Treasuries (including strips) 0 3/4 NOTE AU 24 2024-11-15 0.750000 19115900.00 18154945.37 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 24478800.00 21396441.54 U.S. Treasuries (including strips) 0 7/8 NOTE AW 24 2024-01-31 0.875000 204440400.00 200835930.20 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 2027-03-31 2.500000 16805900.00 15910293.75 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 2029-05-31 2.750000 7888200.00 7338215.51 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 2027-05-31 2.625000 4562400.00 4309361.82 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 2027-07-31 2.750000 5462800.00 5151587.43 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 2029-07-31 2.625000 24725400.00 22691989.96 U.S. Treasuries (including strips) 3 1/4 NOTE BG 24 2024-08-31 3.250000 15000.00 14686.82 U.S. Treasuries (including strips) 3 1/2 NOTE AS 25 2025-09-15 3.500000 209304800.00 207095037.27 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 2032-11-15 4.125000 28943000.00 29298448.35 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 2029-11-30 3.875000 4298700.00 4253256.02 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 2027-11-30 3.875000 6288300.00 6230400.08 U.S. Treasuries (including strips) 4 NOTE AV 25 2025-12-15 4.000000 20410400.00 20241020.22 U.S. Treasuries (including strips) 4 NOTE V 28 2028-02-29 4.000000 312144800.00 308086917.60 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 2030-03-31 3.625000 8313700.00 8154165.82 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 2033-05-15 3.375000 17495600.00 16665746.80 U.S. Treasuries (including strips) 4 1/4 NOTE BC 25 2025-05-31 4.250000 10591900.00 10570166.06 U.S. Treasuries (including strips) 4 5/8 NOTE BD 25 2025-06-30 4.625000 2314300.00 2318415.10 U.S. Treasuries (including strips) 4 1/2 NOTE AQ 26 2026-07-15 4.500000 88082000.00 88382736.84 U.S. Treasuries (including strips) 4 NOTE N 30 2030-07-31 4.000000 777796000.00 771038947.98 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 5000000000.00 5000000000.00 0.0513 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 5.300 549300H47WTHXPU08X20 BRYNLE6G8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 01/18/24 2024-01-18 0.000000 140700.00 137822.97 U.S. Treasuries (including strips) BILL 10/10/23 2023-10-10 0.000000 2134100.00 2121882.28 U.S. Treasuries (including strips) BILL 10/17/23 2023-10-17 0.000000 58107000.00 57713557.50 U.S. Treasuries (including strips) 6 7/8 BOND 25 2025-08-15 6.875000 280400.00 291367.04 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 100.00 91.65 U.S. Treasuries (including strips) 3 NOTE Q 25 2025-09-30 3.000000 100.00 97.58 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 2026-04-30 2.375000 73443500.00 69894723.25 U.S. Treasuries (including strips) 2 1/4 NOTE F 25 2025-11-15 2.250000 1832200.00 1746561.62 U.S. Treasuries (including strips) 2 NOTE L 24 2024-05-31 2.000000 185726400.00 182026418.54 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 2030-08-15 0.625000 77136700.00 60764106.76 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 2027-08-31 0.500000 226339100.00 194297631.65 U.S. Treasuries (including strips) 0 1/8 NOTE AK 24 2024-02-15 0.125000 23723400.00 23166003.25 U.S. Treasuries (including strips) 0 3/8 NOTE AS 24 2024-09-15 0.375000 717384800.00 682622590.01 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 2026-09-30 0.875000 100.00 90.02 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 2027-04-30 2.750000 247161000.00 235398503.24 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 2032-05-15 2.875000 204354000.00 187537607.16 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 2032-08-15 2.750000 484174000.00 435383133.44 U.S. Treasuries (including strips) 4 3/8 NOTE BJ 24 2024-10-31 4.375000 186563600.00 187308541.36 U.S. Treasuries (including strips) 4 1/2 NOTE BL 24 2024-11-30 4.500000 533101600.00 534104084.45 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 2026-08-15 4.375000 206196800.00 205485250.70 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 3000000000.00 3000000000.00 0.0308 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 5.310 549300H47WTHXPU08X20 BRYNLE6B9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 10/05/23 2023-10-05 0.000000 186759800.00 185823759.88 U.S. Treasuries (including strips) 7 1/2 BOND 24 2024-11-15 7.500000 100.00 104.89 U.S. Treasuries (including strips) 6 7/8 BOND 25 2025-08-15 6.875000 100.00 103.91 U.S. Treasuries (including strips) 4 3/4 BOND 37 2037-02-15 4.750000 800.00 856.59 U.S. Treasuries (including strips) 4 1/2 BOND 38 2038-05-15 4.500000 5022800.00 5275062.70 U.S. Treasuries (including strips) 4 1/2 BOND 39 2039-08-15 4.500000 15013600.00 15524265.41 U.S. Treasuries (including strips) 4 3/8 BOND 39 2039-11-15 4.375000 99800.00 102632.79 U.S. Treasuries (including strips) 4 3/8 BOND 40 2040-05-15 4.375000 1604155.00 1646088.69 U.S. Treasuries (including strips) 4 3/8 BOND 41 2041-05-15 4.375000 25976700.00 26528072.96 U.S. Treasuries (including strips) 3 1/8 BOND 41 2041-11-15 3.125000 69000.00 58910.63 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-08-15 2.750000 16369800.00 12901508.41 U.S. Treasuries (including strips) 3 1/8 BOND 43 2043-02-15 3.125000 7079900.00 5893618.12 U.S. Treasuries (including strips) 3 5/8 BOND 43 2043-08-15 3.625000 51122900.00 45801521.78 U.S. Treasuries (including strips) 3 3/4 BOND 43 2043-11-15 3.750000 376000.00 346377.00 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 54711300.00 48918198.76 U.S. Treasuries (including strips) 3 3/8 BOND 44 2044-05-15 3.375000 357000.00 309902.38 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 129471200.00 95301932.09 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 30500.00 24731.82 U.S. Treasuries (including strips) 2 7/8 BOND 45 2045-08-15 2.875000 12478000.00 9791960.76 U.S. Treasuries (including strips) 3 BOND 45 2045-11-15 3.000000 25000700.00 20216474.74 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-02-15 2.500000 22564900.00 16456400.07 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 24261000.00 17822687.55 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 1186700.00 819713.33 U.S. Treasuries (including strips) 2 7/8 BOND 46 2046-11-15 2.875000 74170700.00 58413246.04 U.S. Treasuries (including strips) 3 1/8 BOND 48 2048-05-15 3.125000 97341900.00 80128074.79 U.S. Treasuries (including strips) 3 3/8 BOND 48 2048-11-15 3.375000 69681800.00 60043475.53 U.S. Treasuries (including strips) 3 BOND 49 2049-02-15 3.000000 100112100.00 79794684.46 U.S. Treasuries (including strips) 2 1/4 BOND 49 2049-08-15 2.250000 247951800.00 169397263.12 U.S. Treasuries (including strips) 1 1/4 BOND 50 2050-05-15 1.250000 110144300.00 58140272.15 U.S. Treasuries (including strips) 1 3/8 BOND 50 2050-08-15 1.375000 146347400.00 79399000.25 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-05-15 1.125000 822000.00 512243.79 U.S. Treasuries (including strips) 1 3/8 BOND 40 2040-11-15 1.375000 1979000.00 1272816.26 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-02-15 1.875000 99273300.00 61517303.03 U.S. Treasuries (including strips) 2 BOND 51 2051-08-15 2.000000 4102000.00 2615408.80 U.S. Treasuries (including strips) 2 BOND 41 2041-11-15 2.000000 4699500.00 3320721.05 U.S. Treasuries (including strips) 2 1/4 BOND 52 2052-02-15 2.250000 107213300.00 72665128.60 U.S. Treasuries (including strips) 2 3/8 BOND 42 2042-02-15 2.375000 302600.00 225701.66 U.S. Treasuries (including strips) 2 7/8 BOND 52 2052-05-15 2.875000 41014600.00 32284457.82 U.S. Treasuries (including strips) 3 3/8 BOND 42 2042-08-15 3.375000 104700400.00 91147183.59 U.S. Treasuries (including strips) 4 BOND 42 2042-11-15 4.000000 6971200.00 6705298.43 U.S. Treasuries (including strips) 3 5/8 BOND 53 2053-02-15 3.625000 310343100.00 280919808.02 U.S. Treasuries (including strips) 3 7/8 BOND 43 2043-05-15 3.875000 100.00 94.29 U.S. Treasuries (including strips) 4 3/8 BOND 43 2043-08-15 4.375000 545800.00 546225.27 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 2027-08-15 2.250000 3541600.00 3270541.03 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 2028-02-15 2.750000 11589600.00 10860274.03 U.S. Treasuries (including strips) 3 NOTE Q 25 2025-09-30 3.000000 300.00 292.73 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 2026-02-28 2.500000 785900.00 745621.84 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 2029-05-15 2.375000 100.00 91.24 U.S. Treasuries (including strips) 2 NOTE E 25 2025-08-15 2.000000 8453600.00 8004989.13 U.S. Treasuries (including strips) 2 3/4 NOTE F 23 2023-11-15 2.750000 200.00 200.55 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 2026-09-30 1.625000 100.00 92.44 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 2030-02-15 1.500000 33000000.00 28002584.74 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 2027-04-30 0.500000 38300.00 33314.61 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 2027-09-30 0.375000 156904400.00 133860889.94 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 2031-02-15 1.125000 280218400.00 227760431.20 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 2028-05-31 1.250000 7048900.00 6151836.38 U.S. Treasuries (including strips) 0 1/4 NOTE AP 24 2024-06-15 0.250000 637400.00 612518.43 U.S. Treasuries (including strips) 1 NOTE N 28 2028-07-31 1.000000 400.00 342.31 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 2028-10-31 1.375000 700.00 609.60 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 100.00 87.41 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 2029-01-31 1.750000 15924700.00 14019217.04 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 2029-03-31 2.375000 3999900.00 3666061.46 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 2027-06-30 3.250000 20755800.00 20024148.57 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 2027-07-31 2.750000 17919000.00 16898164.89 U.S. Treasuries (including strips) TRFR BF 07/31/24 2024-07-31 5.450070 608223200.00 611039465.29 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 2029-08-31 3.125000 47039100.00 44259606.62 U.S. Treasuries (including strips) TRFR BK 10/31/24 2024-10-31 5.553070 100000.00 100552.20 U.S. Treasuries (including strips) 4 NOTE R 29 2029-10-31 4.000000 800.00 799.73 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 2029-11-30 3.875000 1000000.00 989428.44 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 2029-12-31 3.875000 800.00 788.91 U.S. Treasuries (including strips) TRFR AX 01/31/25 2025-01-31 5.613070 9738900.00 9798615.78 U.S. Treasuries (including strips) 4 NOTE H 30 2030-02-28 4.000000 68252300.00 67357717.10 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 2030-03-31 3.625000 112446800.00 110289023.33 U.S. Treasuries (including strips) TRFR BB 04/30/25 2025-04-30 5.582070 60004200.00 60315080.69 U.S. Treasuries (including strips) TRFR BF 07/31/25 2025-07-31 5.538070 33123100.00 33249169.61 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 2026-08-15 4.375000 74500.00 74242.91 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 3000000000.00 3000000000.00 0.0308 N Y Y N Fixed Income Clearing Corporation - BNY Fixed Income Clearing Corporation - BNY 5.310 549300H47WTHXPU08X20 BRYNLE6C7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 0 3/8 TRIN D 25 2025-07-15 0.375000 124013700.00 152840133.87 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 2030-01-15 0.125000 338878100.00 357159955.07 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 500000000.00 500000000.00 0.0051 N Y Y N Citibank NA Citibank NA 5.280 E57ODZWZ7FF32TWEFA76 BRYNLE652 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-31 1.000000 17100.00 14621.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 174200.00 158751.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.000000 345900.00 340509.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-31 0.500000 400200.00 343327.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 0.750000 26825800.00 24304169.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 0.750000 32215900.00 29084683.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-08-31 4.125000 48032200.00 47753949.47 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0528 100000000.00 100000000.00 0.0010 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 5.310 549300H47WTHXPU08X20 BRYNLE6E3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 04/18/24 2024-04-18 0.000000 100.00 96.67 U.S. Treasuries (including strips) BILL 09/05/23 2023-09-05 0.000000 382719700.00 382496191.70 U.S. Treasuries (including strips) BILL 09/12/23 2023-09-12 0.000000 200.00 199.68 U.S. Treasuries (including strips) BILL 10/31/23 2023-10-31 0.000000 91000.00 90198.02 U.S. Treasuries (including strips) BILL 11/28/23 2023-11-28 0.000000 970400.00 957814.88 U.S. Treasuries (including strips) 6 1/4 BOND 30 2030-05-15 6.250000 6623900.00 7517049.40 U.S. Treasuries (including strips) 4 3/4 BOND 37 2037-02-15 4.750000 311000.00 332999.90 U.S. Treasuries (including strips) 5 BOND 37 2037-05-15 5.000000 3264200.00 3619491.57 U.S. Treasuries (including strips) 4 3/8 BOND 39 2039-11-15 4.375000 842700.00 866619.76 U.S. Treasuries (including strips) 4 5/8 BOND 40 2040-02-15 4.625000 1000.00 1047.49 U.S. Treasuries (including strips) 3 7/8 BOND 40 2040-08-15 3.875000 590700.00 562374.03 U.S. Treasuries (including strips) 3 1/8 BOND 41 2041-11-15 3.125000 830600.00 709147.34 U.S. Treasuries (including strips) 3 1/8 BOND 42 2042-02-15 3.125000 14822300.00 12482447.21 U.S. Treasuries (including strips) 3 1/8 BOND 43 2043-02-15 3.125000 142800.00 118872.96 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 3335000.00 2981873.81 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 3711300.00 3061249.83 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-02-15 2.500000 1929100.00 1406877.11 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 3692000.00 2712227.96 U.S. Treasuries (including strips) 2 7/8 BOND 46 2046-11-15 2.875000 3301200.00 2599865.01 U.S. Treasuries (including strips) 2 BOND 50 2050-02-15 2.000000 566300.00 364010.03 U.S. Treasuries (including strips) 2 BOND 51 2051-08-15 2.000000 105477800.00 67251966.55 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-11-15 1.875000 1100.00 683.95 U.S. Treasuries (including strips) 2 3/8 BOND 42 2042-02-15 2.375000 3183700.00 2374640.99 U.S. Treasuries (including strips) 3 1/4 BOND 42 2042-05-15 3.250000 111600.00 96499.97 U.S. Treasuries (including strips) 3 5/8 BOND 53 2053-05-15 3.625000 302300.00 276721.06 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 200.00 185.08 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 2025-01-31 2.500000 142031700.00 137159867.57 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 2028-11-15 3.125000 5128300.00 4899127.53 U.S. Treasuries (including strips) 2 3/8 NOTE V 24 2024-02-29 2.375000 178757000.00 176112111.43 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 2027-05-15 2.375000 2053500.00 1923786.79 U.S. Treasuries (including strips) 0 1/8 NOTE AS 23 2023-10-15 0.125000 158494500.00 157585900.40 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 2026-06-30 0.875000 102974700.00 93154124.86 U.S. Treasuries (including strips) TRFR BB 04/30/24 2024-04-30 5.338070 3900.00 3915.70 U.S. Treasuries (including strips) 4 NOTE R 29 2029-10-31 4.000000 100.00 99.97 U.S. Treasuries (including strips) 4 1/2 NOTE BL 24 2024-11-30 4.500000 178968500.00 179305045.86 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 2027-11-30 3.875000 3424000.00 3392473.30 U.S. Treasuries (including strips) TRFR AX 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